I used to get a lot of crashes in Fallout 3 as soon as a new sound would be played like a door opening, a creature sound or something from a cave. Of some of the frequent FO3 crash fixes I tried, If you have a xonar card then disable environmental 3d in the audio center, if not then maybe try the ffdshow fix or the other codec fixes (can find them in fallout 3 forums).
Another time I was getting very frequent games crashes (sometimes after 5 mins playing). I had tried everything under the sun to resolve it and I couldn't. It ended up being my GPU overheating only in Fallout 3. No other games overheated it and I run everything at max+1 for all games.
Some people said they fixed crashes by reducing the iNumHWThreads in the fallout.ini. I tried different values for mine from 1 to 8 (4 core + 4 ht) and now leave it at 4 because it works the best for me.
Here is another forum to look at for fixes if you don't already http://www.thenexusforums.com/index.php?/forum/350-new-vegas-technical-support/